+3,113.8%
CAT vs DXCM
+2,810.6%
+303.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.0% |
| 7D | +1.7% | -3.2% | +4.9% | +2.2% |
| 30D | -6.6% | +6.3% | -12.9% | -7.4% |
| 3M | -13.3% | +21.1% | -34.4% | -16.1% |
| 6M | +11.6% | +20.6% | -9.0% | +7.8% |
| YTD | +42.9% | +32.4% | +10.5% | +36.1% |
| 1Y | +95.4% | +8.8% | +86.6% | +90.6% |
| 3Y | +196.6% | -13.7% | +210.3% | +186.9% |
| 5Y | +321.7% | -35.2% | +356.8% | +313.8% |
| 10Y | +1,140.8% | +281.8% | +859.0% | +736.7% |
| All | +3,113.8% | +2,810.6% | +303.2% | +1,065.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling